-39.4%
ASTS vs FRMI
-91.8%
+52.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +13.8% | -19.6% | -10.2% |
| 7D | +14.2% | +34.6% | -20.4% | +3.2% |
| 30D | -26.7% | -44.6% | +17.9% | -13.3% |
| 3M | -53.6% | -72.9% | +19.3% | -32.9% |
| 6M | -52.7% | -62.3% | +9.6% | -40.0% |
| YTD | -52.5% | -74.3% | +21.8% | -35.2% |
| 1Y | -46.5% | -90.5% | +44.0% | -22.2% |
| All | -39.4% | -91.8% | +52.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FRMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling